For small animals:

The Ferret Store AWESOME!! Site full of dog, cat, ferret, bird, and other animal supplies. This is where I bought my rat cage from. They have free shipping on orders over $20 (I think it is $20).
Petco
Petsmart

Awesome dog site:

In The Company Of Dogs I just LOVE this site. As soon as I get my dog, I will be shopping here!!!